Herding in financial markets
Metadatos
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Título
Herding in financial marketsAutoría
Tutor/Supervisor; Universidad.Departamento
Alfarano, Simone; Universitat Jaume I. Departament d'EconomiaFecha de publicación
2017-10-19Editor
Universitat Jaume IResumen
Our approach in this paper is to analyse investment behaviour, primarily by focusing on their propensity to exhibit herd behaviour. For this, we will use the Nasdaq index. We will be looking at if the proposed index ... [+]
Our approach in this paper is to analyse investment behaviour, primarily by focusing on their propensity to exhibit herd behaviour. For this, we will use the Nasdaq index. We will be looking at if the proposed index reflects the behaviour of the agents and which dynamic can be explained by the Kirman model. For this, we will create an opinion index and compare with a beta distribution. While assessing our index, the use of statistical methods shows that we can receive an intriguing and useful explanation of various stylised facts of financial markets. [-]
Palabras clave / Materias
Descripción
Treball Final de Grau en Economia. Codi: EC1049. Curs acadèmic: 2016/2017
Tipo de documento
info:eu-repo/semantics/bachelorThesisDerechos de acceso
info:eu-repo/semantics/openAccess
Aparece en las colecciones
- Grau en Economia [289]
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